Orascom Financial (Egypt) Performance
| OFH Stock | 0.40 0.01 2.56% |
On a scale of 0 to 100, Orascom Financial holds a performance score of 10. The company holds a Beta of -0.79, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Orascom Financial are expected to decrease at a much lower rate. During the bear market, Orascom Financial is likely to outperform the market. Please check Orascom Financial's mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Orascom Financial's historical price patterns will revert.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Orascom Financial Holding are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. In spite of fairly fragile basic indicators, Orascom Financial showed solid returns over the last few months and may actually be approaching a breakup point. ...more
Orascom |
Orascom Financial Relative Risk vs. Return Landscape
If you would invest 33.00 in Orascom Financial Holding on September 15, 2024 and sell it today you would earn a total of 7.00 from holding Orascom Financial Holding or generate 21.21% return on investment over 90 days. Orascom Financial Holding is generating 0.4111% of daily returns and assumes 3.1284% volatility on return distribution over the 90 days horizon. Simply put, 27% of stocks are less volatile than Orascom, and 92% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Orascom Financial Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Orascom Financial's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Orascom Financial Holding, and traders can use it to determine the average amount a Orascom Financial's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1314
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Estimated Market Risk
| 3.13 actual daily | 27 73% of assets are more volatile |
Expected Return
| 0.41 actual daily | 8 92% of assets have higher returns |
Risk-Adjusted Return
| 0.13 actual daily | 10 90% of assets perform better |
Based on monthly moving average Orascom Financial is performing at about 10% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Orascom Financial by adding it to a well-diversified portfolio.
Things to note about Orascom Financial Holding performance evaluation
Checking the ongoing alerts about Orascom Financial for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Orascom Financial Holding help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Orascom Financial has some characteristics of a very speculative penny stock | |
| Orascom Financial had very high historical volatility over the last 90 days |
- Analyzing Orascom Financial's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Orascom Financial's stock is overvalued or undervalued compared to its peers.
- Examining Orascom Financial's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Orascom Financial's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Orascom Financial's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Orascom Financial's stock. These opinions can provide insight into Orascom Financial's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Orascom Stock Analysis
When running Orascom Financial's price analysis, check to measure Orascom Financial's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Orascom Financial is operating at the current time. Most of Orascom Financial's value examination focuses on studying past and present price action to predict the probability of Orascom Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Orascom Financial's price. Additionally, you may evaluate how the addition of Orascom Financial to your portfolios can decrease your overall portfolio volatility.